-99.9%
ALAR vs VT
+151.2%
-251.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.1% |
| 7D | -7.9% | -0.3% | -7.6% | -7.7% |
| 30D | -22.9% | -1.4% | -21.5% | -21.9% |
| 3M | -34.0% | -1.4% | -32.6% | -33.3% |
| 6M | -81.6% | +5.5% | -87.1% | -82.3% |
| YTD | -85.1% | +12.8% | -97.9% | -86.3% |
| 1Y | -91.6% | +15.4% | -107.0% | -92.4% |
| 3Y | -61.8% | +76.9% | -138.7% | -71.7% |
| 5Y | -88.6% | +60.4% | -149.0% | -91.3% |
| All | -99.9% | +151.2% | -251.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling